systemfit: Estimating Systems of Simultaneous Equations

This package contains functions for fitting simultaneous systems of linear and nonlinear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares (W2SLS), and Three-Stage Least Squares (3SLS).

Version: 1.1-14
Depends: R (≥ 1.8.0), Matrix, car (≥ 2.0-0), lmtest
Imports: stats (≥ 2.14.0), sandwich (≥ 2.2-9)
Suggests: plm (≥ 1.0-1), MASS, sem (≥ 2.0-0)
Published: 2012-11-18
Author: Arne Henningsen and Jeff D. Hamann
Maintainer: Arne Henningsen <arne.henningsen at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: systemfit citation info
Materials: NEWS
In views: Econometrics, Psychometrics, SocialSciences
CRAN checks: systemfit results


Reference manual: systemfit.pdf
Vignettes: Systemfit
Package source: systemfit_1.1-14.tar.gz
OS X binary: systemfit_1.1-14.tgz
Windows binary:
Old sources: systemfit archive

Reverse dependencies:

Reverse depends: ChainLadder, easi, erer, sampleSelection
Reverse imports: micEconAids, micEconCES, micEconSNQP
Reverse suggests: AER, Ecdat, Ecfun, micEcon, Zelig